-6.0%
GLDM vs XE
-41.2%
+35.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | +2.8% | -3.4% | -0.8% |
| 30D | +4.4% | -7.0% | +11.4% | +4.6% |
| 3M | -1.1% | -25.1% | +24.1% | 0.0% |
| All | -6.0% | -41.2% | +35.2% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · Available span rolling